Exchange ActiveSync on my SE W715

I got a new phone! After three years of windoze mobile, I decided to go back to a regular phone. But I wanted e-mail, or rather, exchange activesync. So I landed on a Sony Ericsson W715. But after completing my setup, the only message I got was "Session Failed". Huh?

I found a promising blog from a Swede, but even that (allowing non-provisional devices to use ActiveSync on the Exchange Server) was not enough.

Finally we found that the connection attempts were being blocked by the ISA server (Microsoft firewall). By allowing All users, not just Authenticated ones, to connect to OWA, I was able to synch my emails.